A two-layer Fe-Cr-Al-Zr surface alloy was synthesized on a zirconium substrate by magnetron sputtering and subsequent low-energy high-current electron-beam (LEHCEB) processing. Thicknesses of the top Fe69Cr20Al11 (at.%) relatively large-grained (~1 µm) and transition Fe-Zr Cr-Al amorphous layers were about 0.7 and 0.6 µm, respectively. In turn, the amorphous layer consisted of two Fe64–54Zr8–22Cr21–17Al8–7 and Fe40–16Zr42–78Cr12–4Al6–2 (at.%) sublayers, differing in both zirconium and iron concentrations in wide ranges, which were separated by another nanocrystalline interlayer. The Fe-Cr-Al-Zr surface alloy serve as a diffusion barrier, preventing interaction of the zirconium substrate with oxygen from an environment. It was thermally stable up to ≈1173 K.